Narrow search
Showing 1 - 10 of 32
Cover Image
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Cover Image
Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Cover Image
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan; Kim, Jihee; Santos, Francisco - In: Journal of empirical finance 66 (2022), pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Cover Image
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003482142
Cover Image
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl; Chewlow, Les; King, Boda - 2009
Persistent link: https://www.econbiz.de/10008662359
Cover Image
Butter mountains, milk lakes and optimal price limiters
Corron, Ned; He, Xue-zhong; Westerhoff, Frank - 2005
Persistent link: https://www.econbiz.de/10002931174
Cover Image
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong; Westerhoff, Frank - 2004
Persistent link: https://www.econbiz.de/10002431680
Cover Image
Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun; Dufour, Jean-Marie; Galbraith, John W. - In: Journal of empirical finance 36 (2016), pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
Cover Image
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle; Kleppe, Tore Selland - In: Journal of empirical finance 38 (2016), pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Cover Image
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar; Lamberte, Antonio - In: Journal of empirical finance 38 (2016), pp. 355-361
Persistent link: https://www.econbiz.de/10011664764